Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194): Difference between revisions
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Revision as of 20:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps |
scientific article |
Statements
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (English)
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2 September 2014
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backward stochastic differential equations (BSDEs)
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reflected backward stochastic differential equations
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\(g\)-conditional expectation
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jump processes
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optimal stopping
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dynamic risk measures
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game problems
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